+376.4%
PM vs GWRE
+749.2%
-372.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +1.0% |
| 7D | -1.2% | -26.2% | +25.0% | +1.3% |
| 30D | -0.2% | -17.8% | +17.6% | +1.3% |
| 3M | +4.9% | +14.2% | -9.3% | +3.0% |
| 6M | +9.0% | -12.9% | +21.9% | +9.1% |
| YTD | +17.8% | -29.2% | +47.0% | +20.1% |
| 1Y | +16.8% | -44.4% | +61.2% | +22.1% |
| 3Y | +125.4% | +51.1% | +74.4% | +106.7% |
| 5Y | +128.7% | +16.5% | +112.2% | +113.3% |
| 10Y | +211.8% | +131.6% | +80.2% | +164.2% |
| All | +376.4% | +749.2% | -372.8% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling